+565.2%
A vs AEE
+955.7%
-390.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -0.5% | +1.7% | -2.2% | -1.2% |
| 30D | 0.0% | +9.7% | -9.8% | -4.1% |
| 3M | +16.7% | +5.9% | +10.8% | +13.5% |
| 6M | +54.8% | +6.7% | +48.1% | +49.5% |
| YTD | +28.8% | +17.4% | +11.5% | +18.7% |
| 1Y | +19.3% | +12.7% | +6.7% | +11.9% |
| 3Y | +65.5% | +68.2% | -2.7% | +27.2% |
| 5Y | +12.1% | +57.3% | -45.2% | -12.1% |
| 10Y | +305.4% | +220.6% | +84.8% | +117.1% |
| All | +565.2% | +955.7% | -390.5% | +353.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling